Random projections for classification: A recovery approach

Lijun Zhang, Mehrdad Mahdavi, Rong Jin, Tianbao Yang, Shenghuo Zhu

Research output: Contribution to journalArticle

15 Scopus citations

Abstract

Random projection has been widely used in data classification. It maps high-dimensional data into a low-dimensional subspace in order to reduce the computational cost in solving the related optimization problem. While previous studies are focused on analyzing the classification performance in the low-dimensional space, in this paper, we consider the recovery problem, i.e., how to accurately recover the optimal solution to the original high-dimensional optimization problem based on the solution learned after random projection. We present a simple algorithm, termed dual random projection, which uses the dual solution of the low-dimensional optimization problem to recover the optimal solution to the original problem. Our theoretical analysis shows that with a high probability, the proposed algorithm is able to accurately recover the optimal solution to the original problem, provided that the data matrix is (approximately) low-rank and/or optimal solution is (approximately) sparse. We further show that the proposed algorithm can be applied iteratively to reducing the recovery error exponentially.

Original languageEnglish (US)
Article number6905847
Pages (from-to)7300-7316
Number of pages17
JournalIEEE Transactions on Information Theory
Volume60
Issue number11
DOIs
StatePublished - Nov 2014

All Science Journal Classification (ASJC) codes

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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